• Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors

• 

  Cancelled: Inference with Many Weak Instruments

• Angelo Mele

• Eric Renault

• Estimating and Testing a Quantile Regression Model with Interactive Effects

• Katja Smetanina

• Testing for the Markov Property in Time Series

• Econometrics Seminar - Bykhovskaya

• Econometrics - Miller

• Nearly Weighted Risk Minimal Unbiased Estimation

• Identification and Information in Heteroskaedastic Binary Regressions

• A Sieve-SMM Estimator for Dynamic Models

• FX volatility connectedness and carry trades

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  Testability and bounds in continuous instrumental variable models

• Andrew Harvey